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Trino Manuel Ñíguez Grau

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This is information that was supplied by Trino Ñíguez Grau in registering through RePEc. If you are Trino Manuel Ñíguez Grau , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Trino
Middle Name: Manuel
Last Name: Ñíguez Grau
Suffix:

RePEc Short-ID: pgu249

Email:
Homepage: http://www.westminster.ac.uk/about-us/directory/niguez,-trino
Postal Address: Department of Economic and Quantitative Methods Westminster Business School University of Westminster 35 Marylebone Road London NW1 5LS United Kingdom
Phone: 02079115000

Affiliation

Department of Economics and Quantitative Methods
University of Westminster
Location: London, United Kingdom
Homepage: http://www.wmin.ac.uk/marylebone/wbs/staff_eqm.htm
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:sewmiuk (more details at EDIRC)

Works

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Working papers

  1. Trino-Manuel Niguez & Ivan Paya & David Peel & Javier Perote, 2013. "Higher-order moments in the theory of diversification and portfolio composition," Working Papers 18297128, Lancaster University Management School, Economics Department.
  2. T M Niguez & I Paya & D Peel & J Perote, 2011. "On the stability of the CRRA utility under high degrees of uncertainty," Working Papers 615773, Lancaster University Management School, Economics Department.
  3. Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier, 2008. "Multivariate Gram-Charlier Densities," MPRA Paper 29073, University Library of Munich, Germany.
  4. Trino-Manuel Niguez & Javier Perote, 2004. "Forecasting the density of asset returns," STICERD - Econometrics Paper Series /2004/479, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  5. Trino-Manuel Ñíguez, 2003. "Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria," Working Papers. Serie AD 2003-33, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  6. Antonio Rubia Serrano & Trino-Manuel Ñíguez, 2003. "Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence," Working Papers. Serie AD 2003-34, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

Articles

  1. Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier, 2011. "Multivariate semi-nonparametric distributions with dynamic conditional correlations," International Journal of Forecasting, Elsevier, vol. 27(2), pages 347-364, April.
  2. Esther B. Del Brio & Trino-Manuel Niguez & Javier Perote, 2009. "Gram-Charlier densities: a multivariate approach," Quantitative Finance, Taylor & Francis Journals, vol. 9(7), pages 855-868.
  3. Trino-Manuel Ñíguez, 2008. "Volatility and VaR forecasting in the Madrid Stock Exchange," Spanish Economic Review, Springer, vol. 10(3), pages 169-196, September.
  4. Antonio Rubia & Trino-Manuel ��guez, 2006. "Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(6), pages 439-458.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2005-01-02. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2005-01-02. Author is listed
  3. NEP-FIN: Finance (1) 2005-01-02. Author is listed
  4. NEP-RMG: Risk Management (1) 2005-01-02. Author is listed
  5. NEP-UPT: Utility Models & Prospect Theory (1) 2013-04-06. Author is listed

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